| Trading Metrics calculated at close of trading on 07-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2012 |
07-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
2,091.0 |
2,149.0 |
58.0 |
2.8% |
2,156.0 |
| High |
2,147.0 |
2,169.0 |
22.0 |
1.0% |
2,168.0 |
| Low |
2,091.0 |
2,128.0 |
37.0 |
1.8% |
2,029.0 |
| Close |
2,147.0 |
2,136.0 |
-11.0 |
-0.5% |
2,056.0 |
| Range |
56.0 |
41.0 |
-15.0 |
-26.8% |
139.0 |
| ATR |
54.9 |
53.9 |
-1.0 |
-1.8% |
0.0 |
| Volume |
1,810,556 |
1,757,334 |
-53,222 |
-2.9% |
6,756,419 |
|
| Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,267.3 |
2,242.7 |
2,158.6 |
|
| R3 |
2,226.3 |
2,201.7 |
2,147.3 |
|
| R2 |
2,185.3 |
2,185.3 |
2,143.5 |
|
| R1 |
2,160.7 |
2,160.7 |
2,139.8 |
2,152.5 |
| PP |
2,144.3 |
2,144.3 |
2,144.3 |
2,140.3 |
| S1 |
2,119.7 |
2,119.7 |
2,132.2 |
2,111.5 |
| S2 |
2,103.3 |
2,103.3 |
2,128.5 |
|
| S3 |
2,062.3 |
2,078.7 |
2,124.7 |
|
| S4 |
2,021.3 |
2,037.7 |
2,113.5 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,501.3 |
2,417.7 |
2,132.5 |
|
| R3 |
2,362.3 |
2,278.7 |
2,094.2 |
|
| R2 |
2,223.3 |
2,223.3 |
2,081.5 |
|
| R1 |
2,139.7 |
2,139.7 |
2,068.7 |
2,112.0 |
| PP |
2,084.3 |
2,084.3 |
2,084.3 |
2,070.5 |
| S1 |
2,000.7 |
2,000.7 |
2,043.3 |
1,973.0 |
| S2 |
1,945.3 |
1,945.3 |
2,030.5 |
|
| S3 |
1,806.3 |
1,861.7 |
2,017.8 |
|
| S4 |
1,667.3 |
1,722.7 |
1,979.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,169.0 |
2,029.0 |
140.0 |
6.6% |
54.8 |
2.6% |
76% |
True |
False |
1,524,553 |
| 10 |
2,175.0 |
2,029.0 |
146.0 |
6.8% |
50.6 |
2.4% |
73% |
False |
False |
1,470,133 |
| 20 |
2,235.0 |
2,029.0 |
206.0 |
9.6% |
52.1 |
2.4% |
52% |
False |
False |
1,465,216 |
| 40 |
2,308.0 |
2,029.0 |
279.0 |
13.1% |
57.0 |
2.7% |
38% |
False |
False |
1,424,496 |
| 60 |
2,550.0 |
2,029.0 |
521.0 |
24.4% |
53.7 |
2.5% |
21% |
False |
False |
1,333,511 |
| 80 |
2,550.0 |
2,029.0 |
521.0 |
24.4% |
49.8 |
2.3% |
21% |
False |
False |
1,012,549 |
| 100 |
2,550.0 |
2,029.0 |
521.0 |
24.4% |
46.7 |
2.2% |
21% |
False |
False |
810,209 |
| 120 |
2,550.0 |
2,029.0 |
521.0 |
24.4% |
46.6 |
2.2% |
21% |
False |
False |
675,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,343.3 |
|
2.618 |
2,276.3 |
|
1.618 |
2,235.3 |
|
1.000 |
2,210.0 |
|
0.618 |
2,194.3 |
|
HIGH |
2,169.0 |
|
0.618 |
2,153.3 |
|
0.500 |
2,148.5 |
|
0.382 |
2,143.7 |
|
LOW |
2,128.0 |
|
0.618 |
2,102.7 |
|
1.000 |
2,087.0 |
|
1.618 |
2,061.7 |
|
2.618 |
2,020.7 |
|
4.250 |
1,953.8 |
|
|
| Fisher Pivots for day following 07-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,148.5 |
2,129.7 |
| PP |
2,144.3 |
2,123.3 |
| S1 |
2,140.2 |
2,117.0 |
|